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math.OC2026
Riccati-ZORO: An efficient algorithm for heuristic online optimization of internal feedback laws in robust and stochastic model predictive control
Florian Messerer, Yunfan Gao, Jonathan Frey +1
We present Riccati-ZORO, an algorithm for tube-based optimal control problems (OCP). Tube OCPs predict a tube of trajectories to capture predictive uncertainty. The tube induces a…
math.OC2024
Fast System Level Synthesis: Robust Model Predictive Control using Riccati Recursions
Antoine P. Leeman, Johannes Köhler, Florian Messerer +3
System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algori…
math.OC2024
Fourth-order suboptimality of nominal model predictive control in the presence of uncertainty
Florian Messerer, Katrin Baumgärtner, Sergio Lucia +1
We investigate the suboptimality resulting from the application of nominal model predictive control (MPC) to a nonlinear discrete time stochastic system. The suboptimality is defin…